Overview
Dataset statistics
| Number of variables | 19 |
|---|---|
| Number of observations | 2414 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 360.7 KiB |
| Average record size in memory | 153.0 B |
Variable types
| DateTime | 1 |
|---|---|
| TimeSeries | 15 |
| Boolean | 1 |
| Numeric | 2 |
Timeseries statistics
| Number of series | 15 |
|---|---|
| Time series length | 2414 |
| Starting point | 2010-01-26 00:00:00 |
| Ending point | 2019-08-29 00:00:00 |
| Period | 1 day, 10 hours and 49 minutes |
repaired? has constant value "False" | Constant |
AD is highly overall correlated with OBV | High correlation |
ATR is highly overall correlated with TRANGE | High correlation |
CMO is highly overall correlated with MFI and 2 other fields | High correlation |
EMA is highly overall correlated with KAMA and 6 other fields | High correlation |
KAMA is highly overall correlated with EMA and 6 other fields | High correlation |
MA is highly overall correlated with EMA and 6 other fields | High correlation |
MFI is highly overall correlated with CMO and 2 other fields | High correlation |
MidPrice is highly overall correlated with EMA and 6 other fields | High correlation |
NATR is highly overall correlated with EMA and 7 other fields | High correlation |
OBV is highly overall correlated with AD and 1 other fields | High correlation |
ROC is highly overall correlated with CMO and 2 other fields | High correlation |
TRANGE is highly overall correlated with ATR | High correlation |
TSF is highly overall correlated with EMA and 6 other fields | High correlation |
WILLR is highly overall correlated with CMO and 2 other fields | High correlation |
WMA is highly overall correlated with EMA and 6 other fields | High correlation |
close is highly overall correlated with EMA and 6 other fields | High correlation |
close is non stationary | Non stationary |
MA is non stationary | Non stationary |
EMA is non stationary | Non stationary |
KAMA is non stationary | Non stationary |
WMA is non stationary | Non stationary |
MidPrice is non stationary | Non stationary |
AD is non stationary | Non stationary |
OBV is non stationary | Non stationary |
NATR is non stationary | Non stationary |
TSF is non stationary | Non stationary |
close is seasonal | Seasonal |
MA is seasonal | Seasonal |
EMA is seasonal | Seasonal |
KAMA is seasonal | Seasonal |
WMA is seasonal | Seasonal |
MidPrice is seasonal | Seasonal |
AD is seasonal | Seasonal |
OBV is seasonal | Seasonal |
NATR is seasonal | Seasonal |
Date has unique values | Unique |
EMA has unique values | Unique |
KAMA has unique values | Unique |
WMA has unique values | Unique |
MFI has unique values | Unique |
ROC has unique values | Unique |
NATR has unique values | Unique |
ATR has unique values | Unique |
TSF has unique values | Unique |
Reproduction
| Analysis started | 2026-02-05 23:21:32.315123 |
|---|---|
| Analysis finished | 2026-02-05 23:22:00.288162 |
| Duration | 27.97 seconds |
| Software version | ydata-profiling vv4.18.1 |
| Download configuration | config.json |
Variables
Date
Date
Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 37.7 KiB |
| Minimum | 2010-01-26 00:00:00 |
|---|---|
| Maximum | 2019-08-29 00:00:00 |
| Invalid dates | 0 |
| Invalid dates (%) | 0.0% |
close
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2045 |
|---|---|
| Distinct (%) | 84.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.016955 |
|---|---|
| Minimum | 26.209999 |
| Maximum | 113.93 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 26.209999 |
|---|---|
| 5-th percentile | 42.085999 |
| Q1 | 51.915 |
| median | 73.454998 |
| Q3 | 93.959999 |
| 95-th percentile | 104.7315 |
| Maximum | 113.93 |
| Range | 87.720001 |
| Interquartile range (IQR) | 42.044999 |
Descriptive statistics
| Standard deviation | 22.137779 |
|---|---|
| Coefficient of variation (CV) | 0.30318683 |
| Kurtosis | -1.3943801 |
| Mean | 73.016955 |
| Median Absolute Deviation (MAD) | 21.045 |
| Skewness | -0.022064051 |
| Sum | 176262.93 |
| Variance | 490.08125 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.6143393522 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 44.65999985 | 6 | 0.2% |
| 53.90000153 | 4 | 0.2% |
| 93.95999908 | 4 | 0.2% |
| 52.13999939 | 3 | 0.1% |
| 81.25 | 3 | 0.1% |
| 45.88000107 | 3 | 0.1% |
| 55.25999832 | 3 | 0.1% |
| 97.01000214 | 3 | 0.1% |
| 103.3099976 | 3 | 0.1% |
| 47.63999939 | 3 | 0.1% |
| Other values (2035) | 2379 |
| Value | Count | Frequency (%) |
| 26.20999908 | 1 | |
| 26.54999924 | 1 | |
| 27.45000076 | 1 | |
| 27.94000053 | 1 | |
| 28.45999908 | 1 | |
| 29.04000092 | 1 | |
| 29.42000008 | 1 | |
| 29.44000053 | 1 | |
| 29.53000069 | 1 | |
| 29.63999939 | 1 |
| Value | Count | Frequency (%) |
| 113.9300003 | 1 | |
| 113.5199966 | 1 | |
| 112.8600006 | 1 | |
| 112.7900009 | 1 | |
| 112.7600021 | 1 | |
| 112.2900009 | 1 | |
| 112.2799988 | 1 | |
| 112.2099991 | 1 | |
| 111.4499969 | 1 | |
| 111.0500031 | 1 |
repaired?
Boolean
Constant
| Distinct | 1 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 21.2 KiB |
| False |
|---|
| Value | Count | Frequency (%) |
| False | 2414 |
MA
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2392 |
|---|---|
| Distinct (%) | 99.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.056978 |
|---|---|
| Minimum | 29.173 |
| Maximum | 112.159 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 29.173 |
|---|---|
| 5-th percentile | 42.08495 |
| Q1 | 51.822501 |
| median | 73.617 |
| Q3 | 94.245499 |
| 95-th percentile | 104.74255 |
| Maximum | 112.159 |
| Range | 82.985999 |
| Interquartile range (IQR) | 42.422998 |
Descriptive statistics
| Standard deviation | 22.060947 |
|---|---|
| Coefficient of variation (CV) | 0.30196907 |
| Kurtosis | -1.4066446 |
| Mean | 73.056978 |
| Median Absolute Deviation (MAD) | 21.19 |
| Skewness | -0.030066467 |
| Sum | 176359.54 |
| Variance | 486.6854 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.4656140021 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 99.95899887 | 2 | 0.1% |
| 53.03800011 | 2 | 0.1% |
| 47.59700012 | 2 | 0.1% |
| 46.65999985 | 2 | 0.1% |
| 99.21600037 | 2 | 0.1% |
| 74.74399948 | 2 | 0.1% |
| 96.2730011 | 2 | 0.1% |
| 88.81600037 | 2 | 0.1% |
| 58.45100021 | 2 | 0.1% |
| 49.04799995 | 2 | 0.1% |
| Other values (2382) | 2394 |
| Value | Count | Frequency (%) |
| 29.17300014 | 1 | |
| 29.23200016 | 1 | |
| 29.38100014 | 1 | |
| 29.45000019 | 1 | |
| 29.4539999 | 1 | |
| 29.53199997 | 1 | |
| 29.71199989 | 1 | |
| 29.87100029 | 1 | |
| 30.00199986 | 1 | |
| 30.00599995 | 1 |
| Value | Count | Frequency (%) |
| 112.1589996 | 1 | |
| 112.05 | 1 | |
| 111.657 | 1 | |
| 111.2710007 | 1 | |
| 110.9940002 | 1 | |
| 110.6890007 | 1 | |
| 110.1140007 | 1 | |
| 109.4830002 | 1 | |
| 109.4630005 | 1 | |
| 109.2850006 | 1 |
EMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.059109 |
|---|---|
| Minimum | 29.287779 |
| Maximum | 111.98617 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 29.287779 |
|---|---|
| 5-th percentile | 42.329896 |
| Q1 | 51.792551 |
| median | 73.679826 |
| Q3 | 94.328382 |
| 95-th percentile | 104.58693 |
| Maximum | 111.98617 |
| Range | 82.698395 |
| Interquartile range (IQR) | 42.535831 |
Descriptive statistics
| Standard deviation | 22.028024 |
|---|---|
| Coefficient of variation (CV) | 0.30150962 |
| Kurtosis | -1.4132704 |
| Mean | 73.059109 |
| Median Absolute Deviation (MAD) | 21.116405 |
| Skewness | -0.031550193 |
| Sum | 176364.69 |
| Variance | 485.23385 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5796125666 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 77.38547381 | 1 | < 0.1% |
| 76.70993279 | 1 | < 0.1% |
| 76.15176308 | 1 | < 0.1% |
| 75.55871514 | 1 | < 0.1% |
| 75.35349426 | 1 | < 0.1% |
| 75.69467773 | 1 | < 0.1% |
| 75.9283733 | 1 | < 0.1% |
| 75.42139622 | 1 | < 0.1% |
| 74.6520519 | 1 | < 0.1% |
| 74.14986053 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 29.28777866 | 1 | |
| 29.32124923 | 1 | |
| 29.34284038 | 1 | |
| 29.53727342 | 1 | |
| 29.73933175 | 1 | |
| 29.76140561 | 1 | |
| 30.01263815 | 1 | |
| 30.0558168 | 1 | |
| 30.38566845 | 1 | |
| 30.42297008 | 1 |
| Value | Count | Frequency (%) |
| 111.9861738 | 1 | |
| 111.8159609 | 1 | |
| 111.6453243 | 1 | |
| 111.347604 | 1 | |
| 111.1376185 | 1 | |
| 110.7548669 | 1 | |
| 110.3092813 | 1 | |
| 109.8868996 | 1 | |
| 109.3550998 | 1 | |
| 109.2480402 | 1 |
KAMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 72.835755 |
|---|---|
| Minimum | 28.98641 |
| Maximum | 110.50473 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 28.98641 |
|---|---|
| 5-th percentile | 41.890567 |
| Q1 | 51.578496 |
| median | 73.312336 |
| Q3 | 94.670893 |
| 95-th percentile | 105.10334 |
| Maximum | 110.50473 |
| Range | 81.51832 |
| Interquartile range (IQR) | 43.092396 |
Descriptive statistics
| Standard deviation | 22.155904 |
|---|---|
| Coefficient of variation (CV) | 0.30418994 |
| Kurtosis | -1.398257 |
| Mean | 72.835755 |
| Median Absolute Deviation (MAD) | 21.465313 |
| Skewness | -0.023545884 |
| Sum | 175825.51 |
| Variance | 490.88408 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5688099271 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 75.94990541 | 1 | < 0.1% |
| 75.44845809 | 1 | < 0.1% |
| 75.08895703 | 1 | < 0.1% |
| 74.63031267 | 1 | < 0.1% |
| 74.61497339 | 1 | < 0.1% |
| 74.67781188 | 1 | < 0.1% |
| 74.70098678 | 1 | < 0.1% |
| 74.63850411 | 1 | < 0.1% |
| 74.48017585 | 1 | < 0.1% |
| 74.36001062 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 28.98640987 | 1 | |
| 29.00989293 | 1 | |
| 29.0108337 | 1 | |
| 29.02691539 | 1 | |
| 29.06309276 | 1 | |
| 29.07954813 | 1 | |
| 29.09978766 | 1 | |
| 29.11392243 | 1 | |
| 29.14862732 | 1 | |
| 29.18184984 | 1 |
| Value | Count | Frequency (%) |
| 110.5047302 | 1 | |
| 110.4845682 | 1 | |
| 110.4488986 | 1 | |
| 110.1477819 | 1 | |
| 109.5040199 | 1 | |
| 108.939151 | 1 | |
| 108.2194244 | 1 | |
| 108.1182478 | 1 | |
| 108.0901468 | 1 | |
| 108.0245786 | 1 |
WMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.042879 |
|---|---|
| Minimum | 28.844364 |
| Maximum | 112.62473 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 28.844364 |
|---|---|
| 5-th percentile | 42.106109 |
| Q1 | 51.820182 |
| median | 73.533636 |
| Q3 | 94.199409 |
| 95-th percentile | 104.78594 |
| Maximum | 112.62473 |
| Range | 83.780363 |
| Interquartile range (IQR) | 42.379227 |
Descriptive statistics
| Standard deviation | 22.075839 |
|---|---|
| Coefficient of variation (CV) | 0.30223123 |
| Kurtosis | -1.4051235 |
| Mean | 73.042879 |
| Median Absolute Deviation (MAD) | 21.167909 |
| Skewness | -0.027874269 |
| Sum | 176325.51 |
| Variance | 487.34266 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5520911707 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 76.44363695 | 1 | < 0.1% |
| 75.74618197 | 1 | < 0.1% |
| 75.17272727 | 1 | < 0.1% |
| 74.5721817 | 1 | < 0.1% |
| 74.36981812 | 1 | < 0.1% |
| 74.74145508 | 1 | < 0.1% |
| 75.10018283 | 1 | < 0.1% |
| 74.77236439 | 1 | < 0.1% |
| 74.14345564 | 1 | < 0.1% |
| 73.70272813 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 28.84436382 | 1 | |
| 28.96654545 | 1 | |
| 29.06363654 | 1 | |
| 29.09199985 | 1 | |
| 29.28872753 | 1 | |
| 29.33581831 | 1 | |
| 29.50999995 | 1 | |
| 29.74745438 | 1 | |
| 29.75527274 | 1 | |
| 29.83690879 | 1 |
| Value | Count | Frequency (%) |
| 112.6247269 | 1 | |
| 112.5143638 | 1 | |
| 112.2158185 | 1 | |
| 112.0034543 | 1 | |
| 111.6265459 | 1 | |
| 111.1272731 | 1 | |
| 110.5278183 | 1 | |
| 109.9867276 | 1 | |
| 109.756364 | 1 | |
| 109.4421825 | 1 |
MidPrice
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1493 |
|---|---|
| Distinct (%) | 61.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 72.951686 |
|---|---|
| Minimum | 29.049999 |
| Maximum | 111.395 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 29.049999 |
|---|---|
| 5-th percentile | 42.15475 |
| Q1 | 51.869999 |
| median | 73.43 |
| Q3 | 94.233747 |
| 95-th percentile | 104.73 |
| Maximum | 111.395 |
| Range | 82.345001 |
| Interquartile range (IQR) | 42.363749 |
Descriptive statistics
| Standard deviation | 21.996859 |
|---|---|
| Coefficient of variation (CV) | 0.3015264 |
| Kurtosis | -1.4053274 |
| Mean | 72.951686 |
| Median Absolute Deviation (MAD) | 21.189999 |
| Skewness | -0.027906684 |
| Sum | 176105.37 |
| Variance | 483.86182 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5198540415 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 88.97499847 | 9 | 0.4% |
| 59.32500076 | 9 | 0.4% |
| 48.18500137 | 8 | 0.3% |
| 73.77000046 | 8 | 0.3% |
| 86.63500214 | 7 | 0.3% |
| 48.91000175 | 7 | 0.3% |
| 94.61999893 | 7 | 0.3% |
| 52.78000069 | 7 | 0.3% |
| 69.13000107 | 7 | 0.3% |
| 41.22500038 | 7 | 0.3% |
| Other values (1483) | 2338 |
| Value | Count | Frequency (%) |
| 29.04999924 | 1 | < 0.1% |
| 29.25 | 1 | < 0.1% |
| 29.46500111 | 1 | < 0.1% |
| 29.51500034 | 1 | < 0.1% |
| 29.69500065 | 1 | < 0.1% |
| 29.78999901 | 3 | |
| 29.82499886 | 3 | |
| 30.11499977 | 1 | < 0.1% |
| 30.22500038 | 1 | < 0.1% |
| 30.26500034 | 2 |
| Value | Count | Frequency (%) |
| 111.3950005 | 1 | < 0.1% |
| 110.1650009 | 2 | 0.1% |
| 109.8400002 | 1 | < 0.1% |
| 109.7350006 | 1 | < 0.1% |
| 109.3950005 | 3 | |
| 109.3849983 | 6 | |
| 108.7900009 | 1 | < 0.1% |
| 108.4500008 | 1 | < 0.1% |
| 108.2249985 | 4 | |
| 108.079998 | 1 | < 0.1% |
BOP
Real number (ℝ)
| Distinct | 2387 |
|---|---|
| Distinct (%) | 98.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.013540679 |
| Minimum | -0.96503551 |
|---|---|
| Maximum | 0.9638981 |
| Zeros | 6 |
| Zeros (%) | 0.2% |
| Negative | 1171 |
| Negative (%) | 48.5% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -0.96503551 |
|---|---|
| 5-th percentile | -0.78775329 |
| Q1 | -0.44326155 |
| median | 0.024899381 |
| Q3 | 0.47277021 |
| 95-th percentile | 0.78439264 |
| Maximum | 0.9638981 |
| Range | 1.9289336 |
| Interquartile range (IQR) | 0.91603175 |
Descriptive statistics
| Standard deviation | 0.51463507 |
|---|---|
| Coefficient of variation (CV) | 38.006592 |
| Kurtosis | -1.2437821 |
| Mean | 0.013540679 |
| Median Absolute Deviation (MAD) | 0.45795709 |
| Skewness | -0.042244469 |
| Sum | 32.6872 |
| Variance | 0.26484925 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 6 | 0.2% |
| 0.3333333333 | 3 | 0.1% |
| -0.1415926515 | 2 | 0.1% |
| -0.03030373089 | 2 | 0.1% |
| -0.1978025663 | 2 | 0.1% |
| -0.1093746275 | 2 | 0.1% |
| -0.4533335368 | 2 | 0.1% |
| 0.2910442875 | 2 | 0.1% |
| 0.25 | 2 | 0.1% |
| -0.06711828651 | 2 | 0.1% |
| Other values (2377) | 2389 |
| Value | Count | Frequency (%) |
| -0.965035506 | 1 | |
| -0.9447852186 | 1 | |
| -0.933926688 | 1 | |
| -0.9313727935 | 1 | |
| -0.930296299 | 1 | |
| -0.9245266179 | 1 | |
| -0.9101809128 | 1 | |
| -0.9086050284 | 1 | |
| -0.9078599415 | 1 | |
| -0.9071198947 | 1 |
| Value | Count | Frequency (%) |
| 0.9638980966 | 1 | |
| 0.941476805 | 1 | |
| 0.9338243819 | 1 | |
| 0.9311919702 | 1 | |
| 0.9307218741 | 1 | |
| 0.9305148347 | 1 | |
| 0.9289946572 | 1 | |
| 0.9235136724 | 1 | |
| 0.9211804146 | 1 | |
| 0.9210556696 | 1 |
CMO
Numeric time series
High correlation
| Distinct | 2411 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.42365991 |
|---|---|
| Minimum | -84.250049 |
| Maximum | 70.748687 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -84.250049 |
|---|---|
| 5-th percentile | -51.04864 |
| Q1 | -20.803569 |
| median | 3.1581614 |
| Q3 | 22.645774 |
| 95-th percentile | 44.851702 |
| Maximum | 70.748687 |
| Range | 154.99874 |
| Interquartile range (IQR) | 43.449343 |
Descriptive statistics
| Standard deviation | 29.493393 |
|---|---|
| Coefficient of variation (CV) | 69.615728 |
| Kurtosis | -0.62318249 |
| Mean | 0.42365991 |
| Median Absolute Deviation (MAD) | 21.366279 |
| Skewness | -0.25533767 |
| Sum | 1022.715 |
| Variance | 869.86022 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 3.810770981 × 10-19 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 32.41196288 | 2 | 0.1% |
| 26.86088365 | 2 | 0.1% |
| -70.16435312 | 2 | 0.1% |
| 44.77604977 | 1 | < 0.1% |
| 53.12720454 | 1 | < 0.1% |
| 35.58289242 | 1 | < 0.1% |
| 5.667427431 | 1 | < 0.1% |
| 2.464225485 | 1 | < 0.1% |
| -4.161795543 | 1 | < 0.1% |
| -11.94852394 | 1 | < 0.1% |
| Other values (2401) | 2401 |
| Value | Count | Frequency (%) |
| -84.25004943 | 1 | |
| -75.36692553 | 1 | |
| -75.29555316 | 1 | |
| -74.07847897 | 1 | |
| -73.83014679 | 1 | |
| -72.83843309 | 1 | |
| -72.17022955 | 1 | |
| -71.01329081 | 1 | |
| -70.16435312 | 2 | |
| -70.01454527 | 1 |
| Value | Count | Frequency (%) |
| 70.74868672 | 1 | |
| 66.85435534 | 1 | |
| 66.40525212 | 1 | |
| 66.33634421 | 1 | |
| 66.25726387 | 1 | |
| 64.28674923 | 1 | |
| 62.89240912 | 1 | |
| 61.90329801 | 1 | |
| 61.75269962 | 1 | |
| 61.3821242 | 1 |
MFI
Numeric time series
High correlation Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 49.459393 |
|---|---|
| Minimum | 6.4260667 |
| Maximum | 92.781019 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 6.4260667 |
|---|---|
| 5-th percentile | 22.408461 |
| Q1 | 37.81777 |
| median | 49.945803 |
| Q3 | 61.174053 |
| 95-th percentile | 75.58852 |
| Maximum | 92.781019 |
| Range | 86.354952 |
| Interquartile range (IQR) | 23.356283 |
Descriptive statistics
| Standard deviation | 16.111035 |
|---|---|
| Coefficient of variation (CV) | 0.32574267 |
| Kurtosis | -0.49563704 |
| Mean | 49.459393 |
| Median Absolute Deviation (MAD) | 11.801791 |
| Skewness | -0.061588832 |
| Sum | 119394.97 |
| Variance | 259.56544 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 2.325290359 × 10-13 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 23.05024392 | 1 | < 0.1% |
| 13.90603055 | 1 | < 0.1% |
| 7.563778649 | 1 | < 0.1% |
| 7.588522931 | 1 | < 0.1% |
| 6.426066667 | 1 | < 0.1% |
| 15.13966348 | 1 | < 0.1% |
| 24.70543338 | 1 | < 0.1% |
| 23.45457478 | 1 | < 0.1% |
| 21.71112256 | 1 | < 0.1% |
| 27.77055201 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 6.426066667 | 1 | |
| 7.177683521 | 1 | |
| 7.324430095 | 1 | |
| 7.533106531 | 1 | |
| 7.563778649 | 1 | |
| 7.588522931 | 1 | |
| 8.487216182 | 1 | |
| 9.683595271 | 1 | |
| 9.843022197 | 1 | |
| 10.05282519 | 1 |
| Value | Count | Frequency (%) |
| 92.78101906 | 1 | |
| 92.26959564 | 1 | |
| 91.9063252 | 1 | |
| 90.95177049 | 1 | |
| 90.71784276 | 1 | |
| 90.29249438 | 1 | |
| 88.87631657 | 1 | |
| 86.41477383 | 1 | |
| 86.3557903 | 1 | |
| 85.98526463 | 1 |
ROC
Numeric time series
High correlation Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.056540132 |
|---|---|
| Minimum | -26.188495 |
| Maximum | 25.066768 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -26.188495 |
|---|---|
| 5-th percentile | -10.61371 |
| Q1 | -3.6705227 |
| median | 0.39853821 |
| Q3 | 3.8042549 |
| 95-th percentile | 9.9179934 |
| Maximum | 25.066768 |
| Range | 51.255263 |
| Interquartile range (IQR) | 7.4747776 |
Descriptive statistics
| Standard deviation | 6.294646 |
|---|---|
| Coefficient of variation (CV) | 111.33058 |
| Kurtosis | 0.82038122 |
| Mean | 0.056540132 |
| Median Absolute Deviation (MAD) | 3.7108012 |
| Skewness | -0.066790932 |
| Sum | 136.48788 |
| Variance | 39.622568 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 2.211156324 × 10-11 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| -9.4643697 | 1 | < 0.1% |
| -8.812975202 | 1 | < 0.1% |
| -7.545514151 | 1 | < 0.1% |
| -8.18742921 | 1 | < 0.1% |
| -4.576922686 | 1 | < 0.1% |
| -2.265240904 | 1 | < 0.1% |
| -0.8245289449 | 1 | < 0.1% |
| -3.864356428 | 1 | < 0.1% |
| -4.494229183 | 1 | < 0.1% |
| -4.47781378 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| -26.18849503 | 1 | |
| -22.57888905 | 1 | |
| -21.10175159 | 1 | |
| -20.57235597 | 1 | |
| -20.37352549 | 1 | |
| -19.51412622 | 1 | |
| -19.0091265 | 1 | |
| -18.97101471 | 1 | |
| -18.69126367 | 1 | |
| -18.6456795 | 1 |
| Value | Count | Frequency (%) |
| 25.06676812 | 1 | |
| 23.11310161 | 1 | |
| 22.32019278 | 1 | |
| 21.5819198 | 1 | |
| 21.24051675 | 1 | |
| 21.18758066 | 1 | |
| 20.9124565 | 1 | |
| 20.47358388 | 1 | |
| 20.39390749 | 1 | |
| 20.1359744 | 1 |
WILLR
Numeric time series
High correlation
| Distinct | 2410 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -47.47001 |
|---|---|
| Minimum | -99.175504 |
| Maximum | -0.59403532 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -99.175504 |
|---|---|
| 5-th percentile | -94.778858 |
| Q1 | -77.910557 |
| median | -44.552131 |
| Q3 | -18.101868 |
| 95-th percentile | -4.1294975 |
| Maximum | -0.59403532 |
| Range | 98.581469 |
| Interquartile range (IQR) | 59.80869 |
Descriptive statistics
| Standard deviation | 31.233563 |
|---|---|
| Coefficient of variation (CV) | -0.65796412 |
| Kurtosis | -1.4125784 |
| Mean | -47.47001 |
| Median Absolute Deviation (MAD) | 29.323326 |
| Skewness | -0.11906614 |
| Sum | -114592.6 |
| Variance | 975.53547 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 2.208488599 × 10-16 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| -12.398391 | 2 | 0.1% |
| -56.13609796 | 2 | 0.1% |
| -91.4191309 | 2 | 0.1% |
| -52.15233524 | 2 | 0.1% |
| -60.88994188 | 1 | < 0.1% |
| -69.23071826 | 1 | < 0.1% |
| -81.12239734 | 1 | < 0.1% |
| -83.37130652 | 1 | < 0.1% |
| -94.79167839 | 1 | < 0.1% |
| -63.18494761 | 1 | < 0.1% |
| Other values (2400) | 2400 |
| Value | Count | Frequency (%) |
| -99.17550398 | 1 | |
| -98.93115965 | 1 | |
| -98.89764234 | 1 | |
| -98.88357684 | 1 | |
| -98.82352765 | 1 | |
| -98.68996797 | 1 | |
| -98.60542914 | 1 | |
| -98.54864321 | 1 | |
| -98.4109032 | 1 | |
| -98.31652398 | 1 |
| Value | Count | Frequency (%) |
| -0.5940353233 | 1 | |
| -0.7849175109 | 1 | |
| -0.9545850582 | 1 | |
| -1.000764575 | 1 | |
| -1.036763469 | 1 | |
| -1.122634262 | 1 | |
| -1.13631766 | 1 | |
| -1.141253213 | 1 | |
| -1.217812521 | 1 | |
| -1.230431547 | 1 |
AD
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2409 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 20989646 |
|---|---|
| Minimum | -378745.32 |
| Maximum | 42024321 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -378745.32 |
|---|---|
| 5-th percentile | 3899080.2 |
| Q1 | 15616080 |
| median | 20144435 |
| Q3 | 24986685 |
| 95-th percentile | 40233505 |
| Maximum | 42024321 |
| Range | 42403067 |
| Interquartile range (IQR) | 9370605.2 |
Descriptive statistics
| Standard deviation | 9912107.8 |
|---|---|
| Coefficient of variation (CV) | 0.47223796 |
| Kurtosis | -0.26099011 |
| Mean | 20989646 |
| Median Absolute Deviation (MAD) | 4761609.5 |
| Skewness | 0.26150859 |
| Sum | 5.0669006 × 1010 |
| Variance | 9.8249881 × 1013 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.7116626164 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 15436225.06 | 2 | 0.1% |
| 18014490.07 | 2 | 0.1% |
| 36834620.76 | 2 | 0.1% |
| 16976306.49 | 2 | 0.1% |
| 24457105.29 | 2 | 0.1% |
| 17129372.07 | 1 | < 0.1% |
| 17370862.96 | 1 | < 0.1% |
| 17378193.24 | 1 | < 0.1% |
| 17035905.63 | 1 | < 0.1% |
| 17205434.43 | 1 | < 0.1% |
| Other values (2399) | 2399 |
| Value | Count | Frequency (%) |
| -378745.3219 | 1 | |
| -246463.7503 | 1 | |
| -236423.5388 | 1 | |
| -192492.5484 | 1 | |
| -39361.1346 | 1 | |
| 13719.76753 | 1 | |
| 40006.57868 | 1 | |
| 61869.91074 | 1 | |
| 98396.92557 | 1 | |
| 128646.1962 | 1 |
| Value | Count | Frequency (%) |
| 42024321.34 | 1 | |
| 41914665.05 | 1 | |
| 41863243.4 | 1 | |
| 41770772.84 | 1 | |
| 41722133.34 | 1 | |
| 41703599.7 | 1 | |
| 41700615.36 | 1 | |
| 41681480.67 | 1 | |
| 41673975.35 | 1 | |
| 41647456.67 | 1 |
OBV
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2409 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 3566770.1 |
|---|---|
| Minimum | -18013429 |
| Maximum | 38169761 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -18013429 |
|---|---|
| 5-th percentile | -11346912 |
| Q1 | -3273442 |
| median | 394674.5 |
| Q3 | 3555471.5 |
| 95-th percentile | 31867942 |
| Maximum | 38169761 |
| Range | 56183190 |
| Interquartile range (IQR) | 6828913.5 |
Descriptive statistics
| Standard deviation | 12551493 |
|---|---|
| Coefficient of variation (CV) | 3.5190082 |
| Kurtosis | 0.63125877 |
| Mean | 3566770.1 |
| Median Absolute Deviation (MAD) | 3485607 |
| Skewness | 1.2261177 |
| Sum | 8.610183 × 109 |
| Variance | 1.5753998 × 1014 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.9929334006 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| -1850623 | 2 | 0.1% |
| -2996854 | 2 | 0.1% |
| 23440124 | 2 | 0.1% |
| 28707980 | 2 | 0.1% |
| 8216154 | 2 | 0.1% |
| -10516374 | 1 | < 0.1% |
| -9866928 | 1 | < 0.1% |
| -11020987 | 1 | < 0.1% |
| -10268813 | 1 | < 0.1% |
| -10838752 | 1 | < 0.1% |
| Other values (2399) | 2399 |
| Value | Count | Frequency (%) |
| -18013429 | 1 | |
| -17990228 | 1 | |
| -17411589 | 1 | |
| -17338272 | 1 | |
| -17289294 | 1 | |
| -17217464 | 1 | |
| -17186092 | 1 | |
| -16950782 | 1 | |
| -16919432 | 1 | |
| -16768278 | 1 |
| Value | Count | Frequency (%) |
| 38169761 | 1 | |
| 38040890 | 1 | |
| 37893952 | 1 | |
| 37864776 | 1 | |
| 37451468 | 1 | |
| 37426889 | 1 | |
| 37386275 | 1 | |
| 37205518 | 1 | |
| 37160741 | 1 | |
| 37154142 | 1 |
NATR
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.944499 |
|---|---|
| Minimum | 1.1250616 |
| Maximum | 8.4675329 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1.1250616 |
|---|---|
| 5-th percentile | 1.5567006 |
| Q1 | 2.1657769 |
| median | 2.6887063 |
| Q3 | 3.5171266 |
| 95-th percentile | 5.181549 |
| Maximum | 8.4675329 |
| Range | 7.3424713 |
| Interquartile range (IQR) | 1.3513497 |
Descriptive statistics
| Standard deviation | 1.1327412 |
|---|---|
| Coefficient of variation (CV) | 0.38469743 |
| Kurtosis | 2.1427654 |
| Mean | 2.944499 |
| Median Absolute Deviation (MAD) | 0.61364374 |
| Skewness | 1.272846 |
| Sum | 7108.0206 |
| Variance | 1.2831026 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.007167539239 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 2.604832713 | 1 | < 0.1% |
| 2.689494847 | 1 | < 0.1% |
| 2.649720478 | 1 | < 0.1% |
| 2.719979567 | 1 | < 0.1% |
| 2.713355795 | 1 | < 0.1% |
| 2.706587032 | 1 | < 0.1% |
| 2.662460319 | 1 | < 0.1% |
| 3.065970039 | 1 | < 0.1% |
| 3.370443017 | 1 | < 0.1% |
| 3.260183523 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 1.125061585 | 1 | |
| 1.140112724 | 1 | |
| 1.154021681 | 1 | |
| 1.165006908 | 1 | |
| 1.167947403 | 1 | |
| 1.171377955 | 1 | |
| 1.172173148 | 1 | |
| 1.174334237 | 1 | |
| 1.174652408 | 1 | |
| 1.175609368 | 1 |
| Value | Count | Frequency (%) |
| 8.467532873 | 1 | |
| 8.306224719 | 1 | |
| 8.243164574 | 1 | |
| 8.073637051 | 1 | |
| 7.837107901 | 1 | |
| 7.743825354 | 1 | |
| 7.704002807 | 1 | |
| 7.610426146 | 1 | |
| 7.609625952 | 1 | |
| 7.561942881 | 1 |
ATR
Numeric time series
High correlation Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.9914863 |
|---|---|
| Minimum | 0.95446523 |
| Maximum | 4.1461225 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 0.95446523 |
|---|---|
| 5-th percentile | 1.1880049 |
| Q1 | 1.5718712 |
| median | 1.9288409 |
| Q3 | 2.2865384 |
| 95-th percentile | 3.1428547 |
| Maximum | 4.1461225 |
| Range | 3.1916573 |
| Interquartile range (IQR) | 0.7146672 |
Descriptive statistics
| Standard deviation | 0.57797884 |
|---|---|
| Coefficient of variation (CV) | 0.29022486 |
| Kurtosis | 0.54855856 |
| Mean | 1.9914863 |
| Median Absolute Deviation (MAD) | 0.35731978 |
| Skewness | 0.82667881 |
| Sum | 4807.448 |
| Variance | 0.33405955 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.01283002797 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 1.946070496 | 1 | < 0.1% |
| 1.981350804 | 1 | < 0.1% |
| 1.951254144 | 1 | < 0.1% |
| 1.98259309 | 1 | < 0.1% |
| 2.019550726 | 1 | < 0.1% |
| 2.090297256 | 1 | < 0.1% |
| 2.049562043 | 1 | < 0.1% |
| 2.242450468 | 1 | < 0.1% |
| 2.399418466 | 1 | < 0.1% |
| 2.343745915 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 0.9544652289 | 1 | |
| 0.9571639132 | 1 | |
| 0.9794240105 | 1 | |
| 0.9815608908 | 1 | |
| 0.9816873373 | 1 | |
| 0.9897684228 | 1 | |
| 1.003988757 | 1 | |
| 1.009509522 | 1 | |
| 1.011289141 | 1 | |
| 1.014784702 | 1 |
| Value | Count | Frequency (%) |
| 4.14612248 | 1 | |
| 4.107828061 | 1 | |
| 4.06197822 | 1 | |
| 4.01155478 | 1 | |
| 3.935421881 | 1 | |
| 3.924300933 | 1 | |
| 3.847022007 | 1 | |
| 3.842177264 | 1 | |
| 3.840495346 | 1 | |
| 3.837154896 | 1 |
TRANGE
Real number (ℝ)
High correlation
| Distinct | 766 |
|---|---|
| Distinct (%) | 31.7% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.9913132 |
| Minimum | 0.47999954 |
|---|---|
| Maximum | 11.129997 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 0.47999954 |
|---|---|
| 5-th percentile | 0.88000107 |
| Q1 | 1.3300018 |
| median | 1.7799988 |
| Q3 | 2.420001 |
| 95-th percentile | 3.7035027 |
| Maximum | 11.129997 |
| Range | 10.649998 |
| Interquartile range (IQR) | 1.0899992 |
Descriptive statistics
| Standard deviation | 0.97637288 |
|---|---|
| Coefficient of variation (CV) | 0.49031609 |
| Kurtosis | 8.0992055 |
| Mean | 1.9913132 |
| Median Absolute Deviation (MAD) | 0.51999664 |
| Skewness | 2.0083235 |
| Sum | 4807.03 |
| Variance | 0.953304 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.5 | 18 | 0.7% |
| 1.61000061 | 17 | 0.7% |
| 1.75 | 17 | 0.7% |
| 1.930000305 | 14 | 0.6% |
| 1.529998779 | 14 | 0.6% |
| 1.63999939 | 14 | 0.6% |
| 1 | 14 | 0.6% |
| 1.459999084 | 13 | 0.5% |
| 1.669998169 | 13 | 0.5% |
| 1.849998474 | 13 | 0.5% |
| Other values (756) | 2267 |
| Value | Count | Frequency (%) |
| 0.4799995422 | 1 | |
| 0.4899978638 | 1 | |
| 0.5 | 1 | |
| 0.5200004578 | 2 | |
| 0.5500030518 | 1 | |
| 0.5699996948 | 1 | |
| 0.5900001526 | 2 | |
| 0.6000022888 | 1 | |
| 0.6199989319 | 1 | |
| 0.6299972534 | 1 |
| Value | Count | Frequency (%) |
| 11.12999725 | 1 | |
| 8.290000916 | 1 | |
| 8 | 1 | |
| 7.790000916 | 1 | |
| 7.75 | 1 | |
| 7.649993896 | 1 | |
| 7.340003967 | 1 | |
| 7.099998474 | 1 | |
| 7.050003052 | 1 | |
| 6.709999084 | 1 |
TSF
Numeric time series
High correlation Non stationary Unique
| Distinct | 2414 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 73.002618 |
|---|---|
| Minimum | 26.556923 |
| Maximum | 115.04439 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 26.556923 |
|---|---|
| 5-th percentile | 41.601038 |
| Q1 | 52.056126 |
| median | 72.994451 |
| Q3 | 93.94651 |
| 95-th percentile | 105.22134 |
| Maximum | 115.04439 |
| Range | 88.487472 |
| Interquartile range (IQR) | 41.890385 |
Descriptive statistics
| Standard deviation | 22.241292 |
|---|---|
| Coefficient of variation (CV) | 0.3046643 |
| Kurtosis | -1.3739064 |
| Mean | 73.002618 |
| Median Absolute Deviation (MAD) | 20.952143 |
| Skewness | -0.016440861 |
| Sum | 176228.32 |
| Variance | 494.67506 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.5778530104 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 10 minutes |
| std | 8 hours, 16 minutes and 22.04 seconds |
| Value | Count | Frequency (%) |
| 73.57901152 | 1 | < 0.1% |
| 72.78549437 | 1 | < 0.1% |
| 72.20549472 | 1 | < 0.1% |
| 71.72439567 | 1 | < 0.1% |
| 71.96791169 | 1 | < 0.1% |
| 72.97395668 | 1 | < 0.1% |
| 73.82549621 | 1 | < 0.1% |
| 73.62219901 | 1 | < 0.1% |
| 72.82340827 | 1 | < 0.1% |
| 72.62846215 | 1 | < 0.1% |
| Other values (2404) | 2404 |
| Value | Count | Frequency (%) |
| 26.55692289 | 1 | |
| 26.67571416 | 1 | |
| 27.11252787 | 1 | |
| 27.38604393 | 1 | |
| 27.50857095 | 1 | |
| 27.53076947 | 1 | |
| 27.77010964 | 1 | |
| 27.79582443 | 1 | |
| 28.04230698 | 1 | |
| 28.19626433 | 1 |
| Value | Count | Frequency (%) |
| 115.0443946 | 1 | |
| 114.4312085 | 1 | |
| 114.1879126 | 1 | |
| 113.2938451 | 1 | |
| 112.6720884 | 1 | |
| 111.8153847 | 1 | |
| 111.3684619 | 1 | |
| 111.1161533 | 1 | |
| 111.0346166 | 1 | |
| 110.7662639 | 1 |
Interactions
Correlations
| AD | ATR | BOP | CMO | EMA | KAMA | MA | MFI | MidPrice | NATR | OBV | ROC | TRANGE | TSF | WILLR | WMA | close | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AD | 1.000 | -0.473 | 0.013 | -0.010 | -0.122 | -0.119 | -0.124 | -0.003 | -0.121 | -0.247 | 0.644 | -0.035 | -0.298 | -0.131 | -0.039 | -0.124 | -0.127 |
| ATR | -0.473 | 1.000 | -0.024 | -0.150 | 0.283 | 0.281 | 0.281 | -0.094 | 0.281 | 0.498 | -0.268 | -0.060 | 0.654 | 0.272 | -0.076 | 0.280 | 0.277 |
| BOP | 0.013 | -0.024 | 1.000 | 0.388 | 0.007 | 0.003 | 0.002 | 0.162 | 0.004 | -0.067 | 0.075 | 0.291 | -0.076 | 0.017 | 0.470 | 0.008 | 0.058 |
| CMO | -0.010 | -0.150 | 0.388 | 1.000 | 0.056 | 0.038 | 0.045 | 0.771 | 0.042 | -0.240 | 0.161 | 0.865 | -0.209 | 0.132 | 0.929 | 0.074 | 0.140 |
| EMA | -0.122 | 0.283 | 0.007 | 0.056 | 1.000 | 0.998 | 1.000 | 0.033 | 0.999 | -0.640 | 0.361 | 0.006 | 0.182 | 0.994 | 0.038 | 1.000 | 0.995 |
| KAMA | -0.119 | 0.281 | 0.003 | 0.038 | 0.998 | 1.000 | 0.998 | 0.022 | 0.998 | -0.640 | 0.361 | -0.011 | 0.184 | 0.991 | 0.018 | 0.998 | 0.992 |
| MA | -0.124 | 0.281 | 0.002 | 0.045 | 1.000 | 0.998 | 1.000 | 0.028 | 0.999 | -0.639 | 0.359 | -0.006 | 0.183 | 0.993 | 0.025 | 0.999 | 0.992 |
| MFI | -0.003 | -0.094 | 0.162 | 0.771 | 0.033 | 0.022 | 0.028 | 1.000 | 0.023 | -0.167 | 0.143 | 0.720 | -0.130 | 0.109 | 0.726 | 0.051 | 0.092 |
| MidPrice | -0.121 | 0.281 | 0.004 | 0.042 | 0.999 | 0.998 | 0.999 | 0.023 | 1.000 | -0.640 | 0.358 | -0.014 | 0.182 | 0.992 | 0.019 | 0.998 | 0.992 |
| NATR | -0.247 | 0.498 | -0.067 | -0.240 | -0.640 | -0.640 | -0.639 | -0.167 | -0.640 | 1.000 | -0.544 | -0.128 | 0.348 | -0.649 | -0.168 | -0.643 | -0.648 |
| OBV | 0.644 | -0.268 | 0.075 | 0.161 | 0.361 | 0.361 | 0.359 | 0.143 | 0.358 | -0.544 | 1.000 | 0.090 | -0.176 | 0.362 | 0.135 | 0.362 | 0.366 |
| ROC | -0.035 | -0.060 | 0.291 | 0.865 | 0.006 | -0.011 | -0.006 | 0.720 | -0.014 | -0.128 | 0.090 | 1.000 | -0.126 | 0.088 | 0.872 | 0.024 | 0.084 |
| TRANGE | -0.298 | 0.654 | -0.076 | -0.209 | 0.182 | 0.184 | 0.183 | -0.130 | 0.182 | 0.348 | -0.176 | -0.126 | 1.000 | 0.171 | -0.162 | 0.179 | 0.168 |
| TSF | -0.131 | 0.272 | 0.017 | 0.132 | 0.994 | 0.991 | 0.993 | 0.109 | 0.992 | -0.649 | 0.362 | 0.088 | 0.171 | 1.000 | 0.109 | 0.997 | 0.996 |
| WILLR | -0.039 | -0.076 | 0.470 | 0.929 | 0.038 | 0.018 | 0.025 | 0.726 | 0.019 | -0.168 | 0.135 | 0.872 | -0.162 | 0.109 | 1.000 | 0.053 | 0.123 |
| WMA | -0.124 | 0.280 | 0.008 | 0.074 | 1.000 | 0.998 | 0.999 | 0.051 | 0.998 | -0.643 | 0.362 | 0.024 | 0.179 | 0.997 | 0.053 | 1.000 | 0.996 |
| close | -0.127 | 0.277 | 0.058 | 0.140 | 0.995 | 0.992 | 0.992 | 0.092 | 0.992 | -0.648 | 0.366 | 0.084 | 0.168 | 0.996 | 0.123 | 0.996 | 1.000 |
Missing values
Sample
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010-01-26 | 2010-01-26 | 74.709999 | False | 77.506001 | 77.385474 | 75.949905 | 76.443637 | 78.079998 | -0.363057 | -50.442674 | 23.050244 | -9.464370 | -91.214219 | 98396.925575 | -1320283.0 | 2.604833 | 1.946070 | 1.570000 | 73.579012 |
| 2010-01-27 | 2010-01-27 | 73.669998 | False | 76.794000 | 76.709933 | 75.448458 | 75.746182 | 76.660000 | -0.418035 | -55.951382 | 13.906031 | -8.812975 | -90.973477 | 40006.578683 | -1676462.0 | 2.689495 | 1.981351 | 2.439995 | 72.785494 |
| 2010-01-28 | 2010-01-28 | 73.639999 | False | 76.193000 | 76.151763 | 75.088957 | 75.172727 | 76.505001 | -0.070513 | -56.107753 | 7.563779 | -7.545514 | -91.238953 | 13719.767531 | -1969373.0 | 2.649720 | 1.951254 | 1.559998 | 72.205495 |
| 2010-01-29 | 2010-01-29 | 72.889999 | False | 75.543000 | 75.558715 | 74.630313 | 74.572182 | 75.869999 | -0.418410 | -60.047628 | 7.588523 | -8.187429 | -96.006951 | -192492.548422 | -2304643.0 | 2.719980 | 1.982593 | 2.389999 | 71.724396 |
| 2010-02-01 | 2010-02-01 | 74.430000 | False | 75.186000 | 75.353494 | 74.614973 | 74.369818 | 75.790001 | 0.636002 | -32.842598 | 6.426067 | -4.576923 | -79.818357 | -39361.134604 | -2027232.0 | 2.713356 | 2.019551 | 2.500000 | 71.967912 |
| 2010-02-02 | 2010-02-02 | 77.230003 | False | 75.007001 | 75.694678 | 74.677812 | 74.741455 | 75.730000 | 0.760797 | 1.114327 | 15.139663 | -2.265241 | -41.747521 | 283101.563080 | -1660963.0 | 2.706587 | 2.090297 | 3.010002 | 72.973957 |
| 2010-02-03 | 2010-02-03 | 76.980003 | False | 74.943001 | 75.928373 | 74.700987 | 75.100183 | 75.395000 | -0.006575 | -1.386403 | 24.705433 | -0.824529 | -42.622915 | 128646.196177 | -2052257.0 | 2.662460 | 2.049562 | 1.520004 | 73.825496 |
| 2010-02-04 | 2010-02-04 | 73.139999 | False | 74.649001 | 75.421396 | 74.638504 | 74.772364 | 75.230000 | -0.831578 | -30.655782 | 23.454575 | -3.864356 | -89.550054 | -236423.538763 | -2576149.0 | 3.065970 | 2.242450 | 4.750000 | 73.622199 |
| 2010-02-05 | 2010-02-05 | 71.190002 | False | 74.314001 | 74.652052 | 74.480176 | 74.143456 | 73.770000 | -0.416666 | -40.602987 | 21.711123 | -4.494229 | -82.487024 | -378745.321896 | -3172291.0 | 3.370443 | 2.399418 | 4.440002 | 72.823408 |
| 2010-02-08 | 2010-02-08 | 71.889999 | False | 73.977000 | 74.149861 | 74.360011 | 73.702728 | 73.770000 | -0.179013 | -32.993739 | 27.770552 | -4.477814 | -74.921304 | -246463.750290 | -2826653.0 | 3.260184 | 2.343746 | 1.620003 | 72.628462 |
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-08-16 | 2019-08-16 | 54.869999 | False | 54.305000 | 54.922812 | 56.123643 | 54.689636 | 53.995001 | 0.092197 | -3.794306 | 51.674289 | -1.419333 | -47.590375 | 3.946580e+07 | 37091947.0 | 3.774588 | 2.071117 | 1.410000 | 53.965384 |
| 2019-08-19 | 2019-08-19 | 56.209999 | False | 54.457000 | 55.156846 | 56.125102 | 55.036000 | 53.995001 | 0.796178 | 7.193378 | 49.235643 | 2.779302 | -31.445793 | 3.955044e+07 | 37205518.0 | 3.620926 | 2.035323 | 1.570000 | 54.870768 |
| 2019-08-20 | 2019-08-20 | 56.340000 | False | 54.728000 | 55.371965 | 56.132824 | 55.378363 | 53.995001 | 0.181819 | 8.240467 | 49.347426 | 5.053140 | -22.088370 | 3.994999e+07 | 37864776.0 | 3.521882 | 1.984228 | 1.320000 | 55.967142 |
| 2019-08-21 | 2019-08-21 | 55.680000 | False | 55.187000 | 55.427972 | 56.088758 | 55.551454 | 54.705000 | -0.234176 | 1.763791 | 58.298110 | 8.984146 | -25.755406 | 3.936181e+07 | 37160741.0 | 3.511772 | 1.955355 | 1.580002 | 56.134725 |
| 2019-08-22 | 2019-08-22 | 55.349998 | False | 55.468000 | 55.413795 | 56.048693 | 55.581090 | 54.920000 | -0.366460 | -1.510245 | 50.661678 | 5.348301 | -30.503633 | 3.912631e+07 | 36539168.0 | 3.488142 | 1.930687 | 1.610001 | 56.451648 |
| 2019-08-23 | 2019-08-23 | 54.169998 | False | 55.434999 | 55.187650 | 56.034814 | 55.345090 | 55.355001 | -0.500001 | -12.672787 | 50.799555 | -0.605508 | -47.482053 | 3.895530e+07 | 35732017.0 | 3.620734 | 1.961352 | 2.359997 | 56.271098 |
| 2019-08-26 | 2019-08-26 | 53.639999 | False | 55.305999 | 54.906259 | 55.982771 | 55.018727 | 55.215000 | 0.169565 | -17.347738 | 50.832291 | -2.348445 | -55.107934 | 3.867779e+07 | 35052995.0 | 3.701605 | 1.985541 | 2.299999 | 55.769889 |
| 2019-08-27 | 2019-08-27 | 54.930000 | False | 55.089000 | 54.910575 | 55.932545 | 54.950363 | 55.045000 | 0.576355 | -2.507057 | 60.349765 | -3.800347 | -45.931279 | 3.881004e+07 | 35649619.0 | 3.626958 | 1.992288 | 2.080002 | 55.190329 |
| 2019-08-28 | 2019-08-28 | 55.779999 | False | 55.143999 | 55.068652 | 55.930737 | 55.075999 | 55.045000 | 0.049645 | 6.179771 | 60.320436 | 0.995834 | -33.137288 | 3.855668e+07 | 36323667.0 | 3.549627 | 1.979982 | 1.820000 | 54.981977 |
| 2019-08-29 | 2019-08-29 | 56.709999 | False | 55.367999 | 55.367079 | 55.976021 | 55.360727 | 55.045000 | 0.568492 | 14.942558 | 60.006193 | 4.112351 | -16.851481 | 3.903190e+07 | 36954427.0 | 3.425921 | 1.942840 | 1.459999 | 55.277142 |